Hi Will,
What is the FQDN for the link you are using to sync data from your SharePoint Online instance to your Azure SQL Data Warehouse?
Can you perform an nslookup on that FQDN to resolve the public IP address and compare this value with what is in your allow list for your Data Warehouse instance, either server level or database level. There could have been an IP change or the IP address
is outside the range you have configured. You would need to add this IP address if it is outside the range currently configured.
Additionally, there is a configuration you should have enabled "Allow Azure Services and resources to access this server". Please see: Server-level
IP firewall rules
There is a means to get the latest list of IP ranges as the documentation might need an update: Office
365 IP Address and URL web service
Please let me know if you have additional questions.
Regards,
Mike